-99.9%
DFNS vs IAG
+797.8%
-897.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | +0.8% | +4.3% | -3.5% | +0.5% |
| 30D | -73.2% | +9.8% | -83.0% | -73.4% |
| 3M | -72.4% | +28.9% | -101.4% | -73.1% |
| 6M | -95.2% | -7.6% | -87.6% | -95.4% |
| YTD | -98.0% | +22.0% | -119.9% | -98.0% |
| 1Y | -98.3% | +99.5% | -197.8% | -98.1% |
| 3Y | -99.9% | +818.3% | -918.1% | -99.7% |
| All | -99.9% | +797.8% | -897.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling